CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1432 |
1.1371 |
-0.0061 |
-0.5% |
1.1605 |
| High |
1.1457 |
1.1382 |
-0.0076 |
-0.7% |
1.1662 |
| Low |
1.1357 |
1.1328 |
-0.0030 |
-0.3% |
1.1417 |
| Close |
1.1366 |
1.1373 |
0.0007 |
0.1% |
1.1429 |
| Range |
0.0100 |
0.0054 |
-0.0046 |
-46.0% |
0.0245 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
263,133 |
289,694 |
26,561 |
10.1% |
1,312,704 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1523 |
1.1502 |
1.1402 |
|
| R3 |
1.1469 |
1.1448 |
1.1387 |
|
| R2 |
1.1415 |
1.1415 |
1.1382 |
|
| R1 |
1.1394 |
1.1394 |
1.1377 |
1.1404 |
| PP |
1.1361 |
1.1361 |
1.1361 |
1.1366 |
| S1 |
1.1340 |
1.1340 |
1.1368 |
1.1350 |
| S2 |
1.1307 |
1.1307 |
1.1363 |
|
| S3 |
1.1253 |
1.1286 |
1.1358 |
|
| S4 |
1.1199 |
1.1232 |
1.1343 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2238 |
1.2078 |
1.1564 |
|
| R3 |
1.1993 |
1.1833 |
1.1496 |
|
| R2 |
1.1748 |
1.1748 |
1.1474 |
|
| R1 |
1.1588 |
1.1588 |
1.1451 |
1.1546 |
| PP |
1.1503 |
1.1503 |
1.1503 |
1.1481 |
| S1 |
1.1343 |
1.1343 |
1.1407 |
1.1301 |
| S2 |
1.1258 |
1.1258 |
1.1384 |
|
| S3 |
1.1013 |
1.1098 |
1.1362 |
|
| S4 |
1.0768 |
1.0853 |
1.1294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1650 |
1.1328 |
0.0323 |
2.8% |
0.0093 |
0.8% |
14% |
False |
True |
311,662 |
| 10 |
1.1704 |
1.1328 |
0.0377 |
3.3% |
0.0076 |
0.7% |
12% |
False |
True |
268,964 |
| 20 |
1.1801 |
1.1328 |
0.0473 |
4.2% |
0.0076 |
0.7% |
10% |
False |
True |
246,520 |
| 40 |
1.1852 |
1.1328 |
0.0524 |
4.6% |
0.0079 |
0.7% |
9% |
False |
True |
238,271 |
| 60 |
1.1940 |
1.1328 |
0.0612 |
5.4% |
0.0087 |
0.8% |
7% |
False |
True |
189,055 |
| 80 |
1.2382 |
1.1328 |
0.1054 |
9.3% |
0.0085 |
0.7% |
4% |
False |
True |
142,192 |
| 100 |
1.2639 |
1.1328 |
0.1312 |
11.5% |
0.0082 |
0.7% |
3% |
False |
True |
113,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1611 |
|
2.618 |
1.1523 |
|
1.618 |
1.1469 |
|
1.000 |
1.1436 |
|
0.618 |
1.1415 |
|
HIGH |
1.1382 |
|
0.618 |
1.1361 |
|
0.500 |
1.1355 |
|
0.382 |
1.1348 |
|
LOW |
1.1328 |
|
0.618 |
1.1294 |
|
1.000 |
1.1274 |
|
1.618 |
1.1240 |
|
2.618 |
1.1186 |
|
4.250 |
1.1098 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1367 |
1.1395 |
| PP |
1.1361 |
1.1387 |
| S1 |
1.1355 |
1.1380 |
|